A quantization algorithm for solving multidimensional discrete-time optimal stopping problems
Author:
Affiliation:
1. Laboratoire d'Analyse et Mathématiques Appliquées, UMR 8050
2. Laboratoire de Probabilités et Modèles Aléatoires, UMR 7599
Publisher
Bernoulli Society for Mathematical Statistics and Probability
Subject
Statistics and Probability
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